-9.1%
NKE vs AMDL
+15.4%
-24.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +11.9% | -13.3% | -1.2% |
| 7D | -4.6% | +103.5% | -108.1% | -2.5% |
| 30D | +6.9% | -18.3% | +25.2% | +6.4% |
| 3M | -5.8% | +20.1% | -25.9% | -4.6% |
| 6M | -9.1% | +15.9% | -25.0% | -11.2% |
| All | -9.1% | +15.4% | -24.5% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded AMDL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling